Anic Equity¶

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Total return since start: 0.687 %¶

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Equity now: -----------------------------> 51542.13 Kr¶

Max Equity ever reached: ------------> 51944.38 Kr¶

Portfolio value: --------------------------> 48343.07 Kr¶

PnL: ---------------------------------------> -744.5 Kr¶

DD now: ---------------------------------> -0.774 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-01-31 16:13:04.777923'

Anic Portfolio¶

Today¶

Return: -0.687 %¶

This Week¶

Return: 8.448 %¶

Total¶

Return: 68.736 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
FM Mattsson Mora Group B 54 0.640000 3402.000000 222.000000 6.980000 3180.000006
HMS Networks 2 -1.480000 770.400000 97.400000 14.470000 673.000000
Nordea Bank Abp 29 -0.070000 3532.780000 78.780000 2.280000 3453.999992
Fasadgruppen Group 38 2.590000 4218.000000 77.000000 1.860000 4140.999992
SAAB B 8 -0.230000 3419.200000 42.200000 1.250000 3377.000000
MedCap 2 0.000000 463.000000 42.000000 9.980000 421.000000
Swedbank A 3 2.230000 604.200000 40.200000 7.130000 564.000000
Resurs Holding 22 -0.110000 608.300000 34.300000 5.980000 573.999998
AcadeMedia 12 -0.610000 590.880000 33.880000 6.080000 557.000004
HEBA B 70 -2.060000 2667.000000 31.000000 1.180000 2636.000010
Samhällsbyggnadsbo. i Norden B 20 -1.100000 378.900000 23.900000 6.730000 355.000000
Intrum 4 0.000000 539.400000 12.400000 2.350000 527.000000
Norva24 Group 16 -0.230000 553.920000 10.920000 2.010000 543.000000
OEM International B 7 -1.910000 538.300000 10.300000 1.950000 527.999997
Eastnine 4 -0.630000 500.800000 9.800000 2.000000 491.000000
Karnov Group 9 -0.170000 542.700000 6.700000 1.250000 536.000004
Fastighetsbolag. Emilshus Pref 21 -1.820000 565.950000 3.950000 0.700000 562.000005
Creaspac SPAC 6 -0.410000 577.800000 0.800000 0.140000 577.000002
Handelsbanken A 5 0.600000 546.500000 0.500000 0.090000 546.000000
Securitas B 6 -1.530000 570.240000 0.240000 0.040000 570.000000
Samhällsbyggnadsbo. i Norden D 12 -0.490000 245.520000 -0.480000 -0.200000 246.000000
Coor Service Management Hold. 8 0.000000 531.200000 -0.800000 -0.150000 532.000000
Midsona B 63 -3.700000 573.300000 -9.700000 -1.660000 582.999984
Corem Property Group B 59 -2.890000 564.630000 -12.370000 -2.140000 576.999999
Boozt 12 -0.660000 1634.400000 -19.600000 -1.190000 1653.999996
Sampo Oyj SDB 7 -0.090000 3829.000000 -21.000000 -0.550000 3850.000000
Essity B 2 -0.760000 545.800000 -28.200000 -4.910000 574.000000
CTEK 13 -1.720000 497.770000 -36.230000 -6.780000 533.999999
International Petroleum Corp. 5 -2.800000 554.500000 -40.070000 -6.740000 594.565215
Vivesto 1368 -1.200000 560.880000 -52.120000 -8.500000 612.999432
Essity A 4 -1.080000 1096.000000 -53.000000 -4.610000 1149.000000
Beijer Electronics Group 27 -2.310000 2970.000000 -114.000000 -3.700000 3083.999994
OX2 22 -0.740000 1768.800000 -220.200000 -11.070000 1989.000002
Axfood 15 0.190000 4053.000000 -247.000000 -5.740000 4300.000005
Ovzon 64 -3.700000 3328.000000 -668.000000 -16.720000 3996.000000
TOTAL 48343.070000 -744.500000 -0.77439% 49087.564636

Updated:¶

'2023-01-31 16:13:18.266882'
None

Last optimization/rebalancing:¶

'2023-01-02'

Next optimization/rebalancing:¶

'2023-02-10'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶